+150.6%
KMI vs TDY
+39.0%
+111.6%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.7% |
| 7D | -1.7% | -1.1% | -0.6% | -1.4% |
| 30D | -2.7% | -12.0% | +9.3% | +1.6% |
| 3M | -0.7% | -3.2% | +2.5% | 0.0% |
| 6M | -5.0% | -7.9% | +2.9% | -2.9% |
| YTD | +15.5% | +18.2% | -2.8% | +6.6% |
| 1Y | +16.4% | +6.7% | +9.8% | +11.7% |
| 3Y | +114.2% | +47.5% | +66.6% | +79.0% |
| All | +150.6% | +39.0% | +111.6% | +105.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TDY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling